Module 1 - Introduction to Optimization Problems

Overview and Deliverables

Learning Objectives

• You will learn about how optimization problems are formalized and the terminology used to describe them
• Ubiquity of Optimization problems in data science
• We will define several important classes of optimization problems:
  • Unconstrained versus Constrained
  • Convex versus Non-Convex
  • Global versus Local
• Why optimization is hard

Readings

Chapter 1 Introduction to Algorithms for Data Mining and Machine Learning

Chapter 1 of Convex Optimization

If you want to brush up on your linear algebra skills:

Essential Linear Algebra for Machine Learning

Appendix A1, A3-A5 of Convex Optimization

The mathematical level of those appendices are above what I expect from you in the course, I think the essential linear algebra notes are less intimidating.